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Improved estimation of extreme quantiles in the multivariate Lomax (Pareto II) distribution

✍ Scribed by Constantinos Petropoulos; Stavros Kourouklis


Publisher
Springer
Year
2004
Tongue
English
Weight
257 KB
Volume
60
Category
Article
ISSN
0026-1335

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## Abstract This paper analyses a 50 year time series of daily precipitation in a region of the middle Ebro valley (northeastern Spain) in order to predict extreme dry‐spell risk. A comparison of observed and estimated maximum dry spells (50 year return period) showed that the generalized Pareto (G